+295.6%
AVGO vs ARM
+223.5%
+72.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.8% |
| 7D | 0.0% | -10.4% | +10.3% | +3.6% |
| 30D | -8.2% | -31.8% | +23.7% | +3.6% |
| 3M | -21.3% | -32.2% | +11.0% | -12.1% |
| 6M | -22.5% | -14.9% | -7.6% | -21.9% |
| YTD | -3.6% | +66.0% | -69.6% | -24.5% |
| 1Y | -6.7% | +17.2% | -23.9% | -17.7% |
| 3Y | +258.1% | +247.2% | +10.9% | +148.7% |
| All | +295.6% | +223.5% | +72.1% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling